Research Data Supporting "Semimartingale detection and goodness of fit tests"
Repository URI
Repository DOI
Change log
Authors
Bull, Adam D.
Description
Code generating the research data in the paper 'Semimartingale detection and goodness-of-fit tests'.
Version
Software / Usage instructions
Python, Cython, SciPy, PyWavelets
Keywords
diffusion, goodness-of-fit, jump process, semimartingale, wavelets
Publisher
University of Cambridge
Sponsorship
EPSRC (EP/K000993/1)